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Bank participation in futures options markets (in contracts-not delta adjusted) [[electronic resource]]
| Bank participation in futures options markets (in contracts-not delta adjusted) [[electronic resource]] |
| Pubbl/distr/stampa | [Washington, D.C.], : Commodity Futures Trading Commission |
| Descrizione fisica | : HTML file |
| Soggetto topico |
Commodity futures
Commodity options Banks and banking |
| Formato | Materiale a stampa  |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Bank participation in futures options markets |
| Record Nr. | UNINA-9910695848003321 |
| [Washington, D.C.], : Commodity Futures Trading Commission | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodity option pricing : a practitioner's guide / / Iain J. Clark
| Commodity option pricing : a practitioner's guide / / Iain J. Clark |
| Autore | Clark Iain J |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (343 pages) : illustrations |
| Disciplina | 332.63/28 |
| Altri autori (Persone) | ClarkIain J |
| Collana | Wiley finance series |
| Soggetto topico |
Commodity options
Options (Finance) - Prices |
| ISBN |
1-4443-6240-2
1-118-87178-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910208816403321 |
Clark Iain J
|
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| Chichester, England : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodity option pricing : a practitioner's guide / / Iain J. Clark
| Commodity option pricing : a practitioner's guide / / Iain J. Clark |
| Autore | Clark Iain J |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (343 pages) : illustrations |
| Disciplina | 332.63/28 |
| Altri autori (Persone) | ClarkIain J |
| Collana | Wiley finance series |
| Soggetto topico |
Commodity options
Options (Finance) - Prices |
| ISBN |
1-4443-6240-2
1-118-87178-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910821917403321 |
|
Clark Iain J
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| Chichester, England : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
| Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith |
| Autore | Smith Courtney |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2008 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley trading |
| Soggetto topico |
Financial futures
Options (Finance) Commodity options |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-73287-7
9786611732875 0-470-37047-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE Chapter 22: Synthetic Calls and Puts |
| Record Nr. | UNINA-9910453369703321 |
|
Smith Courtney
|
||
| Hoboken, N.J., : John Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith
| Option strategies [[electronic resource] ] : profit-making techniques for stock, stock index, and commodity options / / Courtney D. Smith |
| Autore | Smith Courtney |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2008 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley trading |
| Soggetto topico |
Financial futures
Options (Finance) Commodity options |
| ISBN |
1-281-73287-7
9786611732875 0-470-37047-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Option Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options; Contents; Preface; Chapter 1: Introduction; DECISION STRUCTURES; SIMPLIFICATION OF OPTIONS CALCULATIONS; CARRYING CHARGES; OVERVIEW OF THE BOOK; Part I: Why and How Option Prices Move; Chapter 2: The Fundamentals of Options; WHAT IS AN OPTION?; DESCRIBING AN OPTION; LIQUIDATING AN OPTION; CHANGES IN OPTION SPECIFICATIONS; THE OPTION CHART; PRICE QUOTES; COMMISSIONS; ORDERS; Chapter 3: The Basics of Option Price Movements; THE COMPONENTS OF THE PRICE; THE FACTORS THAT INFLUENCE OPTIONS PRICES
KEY OPTIONS CALCULATIONSChapter 4: Advanced Option Price Movements; ADVANCED OPTION PRICE MOVEMENTS; OPTION PRICING MODELS; THE GREEKS; DESCRIBING AN OPTION STRATEGY; NEUTRAL STRATEGIES; NOT EQUIVALENTS; Chapter 5: Volatility; VOLATILITY AND THE OPTIONS TRADER; WHAT IS VOLATILITY?; BELL CURVES AND STANDARD DEVIATIONS; PROBABILITY DISTRIBUTION; LOGNORMAL DISTRIBUTION; THE REALITY OF PRICE DISTRIBUTIONS; RANDOM PRICES; HOW TO CALCULATE HISTORICAL VOLATILITY; PREDICTING IMPLIED VOLATILITY; Part II: Option Strategies; Chapter 6: Selecting a Strategy; OPTION CREATIVITY; TRADEOFFS CONSTRUCTING A STRATEGYBUILDING A STRATEGY; THE KEY IS HAVING AN APPROACH; NOW WHAT DO I DO?; USING THE TABLES; THE BOTTOM LINE; Chapter 7: Buy a Call; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 8: Buy a Put; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; DECISION STRUCTURE; Chapter 9: Naked Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 10: Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT DECISION STRUCTUREWRITE AGAINST A CONVERTIBLE SECURITY; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 11: Ratio Covered Call Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 12: Naked Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 13: Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; ORDERS; WRITING AGAINST INSTRUMENT ALREADY OWNED; PHYSICAL LOCATION OF UNDERLYING INSTRUMENT; DECISION STRUCTURE; DIVERSIFICATION OF PROFIT AND PROTECTION; Chapter 14: Ratio Covered Put Writing; STRATEGY; EQUIVALENT STRATEGY RISK/REWARDDECISION STRUCTURE; Chapter 15: Bull Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 16: Bear Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 17: Butterfly Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 18: Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 19: Ratio Spreads; STRATEGY; EQUIVALENT STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 20: Ratio Calendar Spreads; STRATEGY; RISK/REWARD; DECISION STRUCTURE; Chapter 21: Straddles and Strangles; STRATEGY; RISK/REWARD; DECISION STRUCTURE Chapter 22: Synthetic Calls and Puts |
| Record Nr. | UNINA-9910782398903321 |
|
Smith Courtney
|
||
| Hoboken, N.J., : John Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
